Disclaimer: SPOILERS. This is set after Harley Quinn's Revenge in Arkham City. I own nothing.
Harley rocked back and forth in the corner of a tiny cell in Blackgate Prison. Since the destruction of Arkham City, Gotham began the slow rebuilding of Arkham Asylum and until that was finished, she was to remain locked in a suicide ward in Blackgate. After Batman ruined her revenge and didn't even give her the decency to rejoin Mistah J, he had told Gordon that she should be monitored "for her own safety".
What did she have left to live for? She had nothing.
Her only love, the man who showed her who she truly was, and the only one who would ever make her feel alive was gone. He died because of HIM. Batman. The bane of her existence.
The costumed freak tore her love away from her and if that wasn't bad enough, the child she was supposed to bear was just a lie. A false positive.
She had hoped and prayed that the signs of pregnancy would start showing but after some time, she realized that something might be wrong. So she took a pregnancy test. And then another. And then another. And they said the same thing. She wasn't pregnant.
She would not carry their child and now he was dead.
She was left with nothing.
Harley's chest constricted and her eyes stung from the build-up of tears. She rocked back and forth faster to postpone the breakdown but it was no use. The dam burst and tears streamed down her face. Her arms wound around her belly and she wept harder when she felt nothing growing inside of her.
He was truly gone and she had nothing left.